-25.2%
AFRM vs NWSA
+70.5%
-95.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +2.2% |
| 7D | +3.1% | -2.6% | +5.7% | +6.8% |
| 30D | -4.2% | +4.6% | -8.8% | -9.9% |
| 3M | +10.1% | +10.2% | -0.1% | -5.6% |
| 6M | +39.4% | +21.6% | +17.8% | +3.4% |
| YTD | -3.2% | +14.6% | -17.8% | -22.7% |
| 1Y | -16.1% | +0.4% | -16.4% | -19.5% |
| 3Y | +220.8% | +45.0% | +175.8% | +93.5% |
| 5Y | -17.7% | +41.3% | -58.9% | -48.0% |
| All | -25.2% | +70.5% | -95.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling